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Regression Approach To ANOVA. Dummy (Indicator) Variables: Variables that take on the value 1 if observation comes from a particular group, 0 if not. If there are I groups, we create I -1 dummy variables. Individuals in the “baseline” group receive 0 for all dummy variables.

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regression approach to anova
Regression Approach To ANOVA
  • Dummy (Indicator) Variables: Variables that take on the value 1 if observation comes from a particular group, 0 if not.
  • If there are I groups, we create I-1 dummy variables.
  • Individuals in the “baseline” group receive 0 for all dummy variables.
  • Statistical software packages typically assign the “last” (Ith) category as the baseline group
  • Statistical Model: E(Y) = b0 + b1Z1+ ... + bI-1ZI-1
  • Zi =1 if observation is from group i, 0 otherwise
  • Mean for group i (i=1,...,I-1): mi = b0 + bi
  • Mean for group I: mI = b0
2 way anova
2-Way ANOVA
  • 2 nominal or ordinal factors are believed to be related to a quantitative response
  • Additive Effects: The effects of the levels of each factor do not depend on the levels of the other factor.
  • Interaction: The effects of levels of each factor depend on the levels of the other factor
  • Notation: mij is the mean response when factor A is at level i and Factor B at j
example thalidomide for aids
Example - Thalidomide for AIDS
  • Response: 28-day weight gain in AIDS patients
  • Factor A: Drug: Thalidomide/Placebo
  • Factor B: TB Status of Patient: TB+/TB-
  • Subjects: 32 patients (16 TB+ and 16 TB-). Random assignment of 8 from each group to each drug). Data:
    • Thalidomide/TB+: 9,6,4.5,2,2.5,3,1,1.5
    • Thalidomide/TB-: 2.5,3.5,4,1,0.5,4,1.5,2
    • Placebo/TB+: 0,1,-1,-2,-3,-3,0.5,-2.5
    • Placebo/TB-: -0.5,0,2.5,0.5,-1.5,0,1,3.5
anova approach
ANOVA Approach
  • Total Variation (SST) is partitioned into 4 components:
    • Factor A: Variation in means among levels of A
    • Factor B: Variation in means among levels of B
    • Interaction: Variation in means among combinations of levels of A and B that are not due to A or B alone
    • Error: Variation among subjects within the same combinations of levels of A and B (Within SS)
anova calculations
ANOVA Calculations
  • Balanced Data (n observations per treatment)
anova approach6
ANOVA Approach

General Notation: Factor A has I levels, B has J levels

  • Procedure:
    • Test H0: No interaction based on the FAB statistic
    • If the interaction test is not significant, test for Factor A and B effects based on the FA and FB statistics
example thalidomide for aids7
Example - Thalidomide for AIDS

Individual Patients

Group Means

example thalidomide for aids8
Example - Thalidomide for AIDS
  • There is a significant Drug*TB interaction (FDT=5.897, P=.022)
  • The Drug effect depends on TB status (and vice versa)
regression approach
Regression Approach
  • General Procedure:
    • Generate I-1 dummy variables for factor A (A1,...,AI-1)
    • Generate J-1 dummy variables for factor B (B1,...,BJ-1)
  • Additive (No interaction) model:

Tests based on fitting full and reduced models.

example thalidomide for aids10
Example - Thalidomide for AIDS
  • Factor A: Drug with I=2 levels:
    • D=1 if Thalidomide, 0 if Placebo
  • Factor B: TB with J=2 levels:
    • T=1 if Positive, 0 if Negative
  • Additive Model:
  • Population Means:
    • Thalidomide/TB+: b0+b1+b2
    • Thalidomide/TB-: b0+b1
    • Placebo/TB+: b0+b2
    • Placebo/TB-: b0
  • Thalidomide (vs Placebo Effect) Among TB+/TB- Patients:
  • TB+: (b0+b1+b2)-(b0+b2) = b1 TB-: (b0+b1)- b0 = b1
example thalidomide for aids11
Example - Thalidomide for AIDS
  • Testing for a Thalidomide effect on weight gain:
    • H0: b1 = 0 vs HA: b1  0 (t-test, since I-1=1)
  • Testing for a TB+ effect on weight gain:
    • H0: b2 = 0 vs HA: b2  0 (t-test, since J-1=1)
  • SPSS Output: (Thalidomide has positive effect, TB None)
regression with interaction
Regression with Interaction
  • Model with interaction (A has I levels, B has J):
    • Includes I-1 dummy variables for factor A main effects
    • Includes J-1 dummy variables for factor B main effects
    • Includes (I-1)(J-1) cross-products of factor A and B dummy variables
  • Model:

As with the ANOVA approach, we can partition the variation to that attributable to Factor A, Factor B, and their interaction

example thalidomide for aids13
Example - Thalidomide for AIDS
  • Model with interaction:E(Y)=b0+b1D+b2T+b3(DT)
  • Means by Group:
    • Thalidomide/TB+: b0+b1+b2+b3
    • Thalidomide/TB-: b0+b1
    • Placebo/TB+: b0+b2
    • Placebo/TB-: b0
  • Thalidomide (vs Placebo Effect) Among TB+ Patients:
    • (b0+b1+b2+b3)-(b0+b2) = b1+b3
  • Thalidomide (vs Placebo Effect) Among TB- Patients:
    • (b0+b1)-b0= b1
  • Thalidomide effect is same in both TB groups if b3=0
example thalidomide for aids14
Example - Thalidomide for AIDS
  • SPSS Output from Multiple Regression:

We conclude there is a Drug*TB interaction (t=2.428, p=.022). Compare this with the results from the two factor ANOVA table

repeated measures anova
Repeated Measures ANOVA
  • Goal: compare g treatments over t time periods
  • Randomly assign subjects to treatments (Between Subjects factor)
  • Observe each subject at each time period (Within Subjects factor)
  • Observe whether treatment effects differ over time (interaction, Within Subjects)
repeated measures anova16
Repeated Measures ANOVA
  • Suppose there are N subjects, with ni in the ith treatment group.
  • Sources of variation:
    • Treatments (g-1 df)
    • Subjects within treatments aka Error1 (N-g df)
    • Time Periods (t-1 df)
    • Time x Trt Interaction ((g-1)(t-1) df)
    • Error2 ((N-g)(t-1) df)
repeated measures anova17
Repeated Measures ANOVA

To Compare pairs of treatment means (assuming no time by treatment interaction, otherwise they must be done within time periods and replace tn with just n):

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